-88.8%
LGO vs VT
+223.7%
-312.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +2.3% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | -26.0% | -2.6% | -23.4% | -23.6% |
| 3M | -50.3% | -3.2% | -47.1% | -48.4% |
| 6M | -69.5% | +0.9% | -70.4% | -69.7% |
| YTD | -63.0% | +11.3% | -74.3% | -66.5% |
| 1Y | -68.1% | +14.0% | -82.1% | -71.8% |
| 3Y | -82.6% | +75.8% | -158.5% | -90.1% |
| 5Y | -97.0% | +57.8% | -154.9% | -98.1% |
| 10Y | -88.8% | +219.8% | -308.6% | -96.8% |
| All | -88.8% | +223.7% | -312.5% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling